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pro vyhledávání: '"Parahin, Gennady P."'
Traditional research methods adopts normal distributions as a pattern of the stock market behavior. This paper utilized POT model of extreme value theory, and GPD distribution which can give more accurate description on tail distribution of financial
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::b31ef0f15a98ffa7244cab61d9e1cdb0
https://openrepository.ru/article?id=755174
https://openrepository.ru/article?id=755174
